Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.556 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47533.41 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46138.56 Kr¶

PnL: ---------------------------------------> -750.01 Kr¶

DD now: ---------------------------------> -2.255 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 18:17:30.838122'

Anic Portfolio¶

Today¶

Return: -0.708 %¶

This Week¶

Return: -1.297 %¶

Total¶

Return: 55.612 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -3.210000 3135.600000 164.600000 5.540000 2971.000006
HEBA B 70 -0.130000 2793.000000 157.000000 5.960000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 -0.090000 425.000000 70.000000 19.720000 355.000000
Corem Property Group B 59 -2.240000 643.100000 66.100000 11.460000 576.999999
HMS Networks 2 -0.500000 712.000000 39.000000 5.790000 673.000000
FM Mattsson Mora Group B 50 1.720000 2950.000000 23.000000 0.790000 2927.000000
Boozt 12 2.430000 1670.400000 16.400000 0.990000 1653.999996
Karnov Group 9 3.900000 551.700000 15.700000 2.930000 536.000004
Eastnine 4 -0.780000 505.600000 14.600000 2.970000 491.000000
Coor Service Management Hold. 8 0.290000 546.000000 14.000000 2.630000 532.000000
Samhällsbyggnadsbo. i Norden D 12 1.410000 259.200000 13.200000 5.370000 246.000000
Resurs Holding 22 0.230000 584.980000 10.980000 1.910000 573.999998
Norva24 Group 16 -3.940000 553.280000 10.280000 1.890000 543.000000
Midsona B 63 -2.080000 592.200000 9.200000 1.580000 582.999984
Essity A 4 0.700000 1158.000000 9.000000 0.780000 1149.000000
OEM International B 7 -2.170000 536.900000 8.900000 1.690000 527.999997
Intrum 4 -0.670000 532.400000 5.400000 1.020000 527.000000
AcadeMedia 12 1.170000 561.360000 4.360000 0.780000 557.000004
MedCap 2 -1.400000 424.000000 3.000000 0.710000 421.000000
Essity B 2 -0.620000 576.400000 2.400000 0.420000 574.000000
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 -2.020000 545.750000 -0.250000 -0.050000 546.000000
Fastighetsbolag. Emilshus Pref 21 -3.430000 561.750000 -0.250000 -0.040000 562.000005
Swedbank A 3 -1.600000 561.000000 -3.000000 -0.530000 564.000000
Nordea Bank Abp 29 -1.200000 3449.260000 -4.740000 -0.140000 3453.999992
Securitas B 6 -0.590000 563.640000 -6.360000 -1.120000 570.000000
CTEK 13 0.940000 517.920000 -16.080000 -3.010000 533.999999
International Petroleum Corp. 5 1.560000 520.500000 -74.070000 -12.460000 594.565215
Vivesto 1368 -3.610000 533.520000 -79.480000 -12.970000 612.999432
Sampo Oyj SDB 7 -0.370000 3762.500000 -87.500000 -2.270000 3850.000000
SAAB B 8 -0.530000 3282.400000 -94.600000 -2.800000 3377.000000
OX2 18 -0.640000 1534.500000 -129.500000 -7.780000 1663.999992
Axfood 13 -0.650000 3555.500000 -200.500000 -5.340000 3756.000001
Fasadgruppen Group 35 -2.560000 3465.000000 -346.000000 -9.080000 3810.999990
Ovzon 52 -1.030000 2995.200000 -366.800000 -10.910000 3361.999992
TOTAL 46138.560000 -750.010000 -2.25474% 46888.564618

Updated:¶

'2023-01-13 18:17:43.392969'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶